IDEAS home Printed from https://ideas.repec.org/h/nbr/nberch/2789.html
   My bibliography  Save this book chapter

The Predictive Performance of Quarterly Econometric Models of the United States

In: Econometric Models of Cyclical Behavior, Volumes 1 and 2

Author

Listed:
  • Ronald L. Cooper

Abstract

No abstract is available for this item.

Suggested Citation

  • Ronald L. Cooper, 1972. "The Predictive Performance of Quarterly Econometric Models of the United States," NBER Chapters, in: Econometric Models of Cyclical Behavior, Volumes 1 and 2, pages 813-947, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:2789
    as

    Download full text from publisher

    File URL: http://www.nber.org/chapters/c2789.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Carl Christ, 1951. "A Test of an Econometric Model for the United States, 1921-1947," NBER Chapters, in: Conference on Business Cycles, pages 35-130, National Bureau of Economic Research, Inc.
    2. Frank De Leeuw & Edward M. Gramlich, 1968. "The Federal Reserve-MIT economic model," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 11-40.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lütkepohl, Helmut & Schlaak, Thore, 2019. "Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 41-61.
    2. Olawale Awe O. & Adedayo Adepoju A., 2018. "Modified Recursive Bayesian Algorithm For Estimating Time-Varying Parameters In Dynamic Linear Models," Statistics in Transition New Series, Statistics Poland, vol. 19(2), pages 258-293, June.
    3. Bessler, David A., 1985. "The Forecast In Risk Analysis," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271795, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    4. J. Denis Sargan, 2001. "Model Building And Data Mining," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 159-170.
    5. O. Olawale Awe & A. Adedayo Adepoju, 2018. "Modified Recursive Bayesian Algorithm For Estimating Time-Varying Parameters In Dynamic Linear Models," Statistics in Transition New Series, Polish Statistical Association, vol. 19(2), pages 239-258, June.
    6. I. J. Macfarlane & J. R. Hawkins, 1983. "Economic Forecasts and Their Assessment," The Economic Record, The Economic Society of Australia, vol. 59(4), pages 321-331, December.
    7. Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-02, Central Bank of Cyprus.
    8. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
    9. Armstrong, J Scott, 1978. "Forecasting with Econometric Methods: Folklore versus Fact," The Journal of Business, University of Chicago Press, vol. 51(4), pages 549-564, October.
    10. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    11. Karine Bouthevillain, 1993. "La prévision macro-économique : précision relative et consensus," Économie et Prévision, Programme National Persée, vol. 108(2), pages 97-126.
    12. Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz, 2015. "Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-37.
    13. Bradshaw, Girard W. & Orden, David, 1988. "Time Series Models For Exchange Rate And Agricultural Price Forecasts," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272786, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    14. Guney, Selin, 2015. "An evaluation of price forecasts of the cattle market under structural changes," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205109, Agricultural and Applied Economics Association.
    15. Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-2, Central Bank of Cyprus.
    16. Petropoulos, Fotios & Makridakis, Spyros & Assimakopoulos, Vassilios & Nikolopoulos, Konstantinos, 2014. "‘Horses for Courses’ in demand forecasting," European Journal of Operational Research, Elsevier, vol. 237(1), pages 152-163.
    17. West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
    18. Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz, 2015. "Forecasting Inflation using Functional Time Series Analysis," MPRA Paper 67208, University Library of Munich, Germany.
    19. Michalski, Raphael Joseph, 1977. "An application of consistent statistical estimation to a nonlinear macroeconomic policy model," ISU General Staff Papers 197701010800007086, Iowa State University, Department of Economics.
    20. David F. Hendry & Gordon J. Anderson, 1975. "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," Cowles Foundation Discussion Papers 398, Cowles Foundation for Research in Economics, Yale University.
    21. Erich Spörndli, 1979. "Konjunkturdiagnose und -prognose in der Schweiz: Die Verwendung quantitativer Indikatoren," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 115(III), pages 323-350, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bjerkholt, Olav, 2014. "Lawrence R. Klein 1920–2013: Notes on the early years," Journal of Policy Modeling, Elsevier, vol. 36(5), pages 767-784.
    2. Armstrong, J Scott, 1978. "Forecasting with Econometric Methods: Folklore versus Fact," The Journal of Business, University of Chicago Press, vol. 51(4), pages 549-564, October.
    3. Lucas Papademos, 2005. "Macroeconomic theory and monetary policy: the contributions of Franco Modigliani and the ongoing debate," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 187-214.
    4. Heinz König, 1971. "Makroökonometrische Modelle: Ansätze, Ziele, Probleme," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 107(III), pages 546-578, September.
    5. Michael C. Lovell, 1964. "Determinants of Inventory Investment," NBER Chapters, in: Models of Income Determination, pages 177-231, National Bureau of Economic Research, Inc.
    6. Klein, Lawrence R., 1998. "Editor's introduction studies in econometrics in honor of Carl F. Christ," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 1-7.
    7. Benjamin M. Friedman, 1986. "Money, Credit, and Interest Rates in the Business Cycle," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 395-458, National Bureau of Economic Research, Inc.
    8. Kevin D. Hoover, 2012. "Microfoundational Programs," Chapters, in: Microfoundations Reconsidered, chapter 1, Edward Elgar Publishing.
    9. J. Daniel Hammond, 2013. "The Uniqueness of Milton Friedman," Econ Journal Watch, Econ Journal Watch, vol. 10(2), pages 184-188, May.
    10. J. Daniel Hammond, 2011. "Friedman and Samuelson on the Business Cycle," Cato Journal, Cato Journal, Cato Institute, vol. 31(3), pages 643-660, Fall.
    11. Israa A. El Husseiny, 2023. "The relative effectiveness of fiscal and monetary policies in promoting Egypt’s output growth: an empirical investigation using an ARDL approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-23, December.
    12. Erich Pinzón-Fuchs, 2016. "Macroeconometric modeling as a "photographic description of reality" or as an "engine for the discovery of concrete truth" ? Friedman and Klein on statistical illusions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01364812, HAL.
    13. Sivesind, Charles Milton, 1975. "A dynamic programming simulation of optimal monetary policies designed to stabilize prices and employment," ISU General Staff Papers 197501010800006395, Iowa State University, Department of Economics.
    14. William Poole, 2008. "Rules-of-thumb for guiding monetary policy," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 447-498.
    15. Rancan, Antonella, 2021. "The “Place Of The Phillips Curve” in Macroeconometric Models: The Case of the First Federal Reserve Board’s Model (1966-1980s)," OSF Preprints t5jrx, Center for Open Science.
    16. Victor Zarnowitz, 1972. "Forecasting Economic Conditions: The Record and the Prospect," NBER Chapters, in: Economic Research: Retrospect and Prospect, Volume 1, The Business Cycle Today, pages 183-239, National Bureau of Economic Research, Inc.
    17. Benjamin M. Friedman, 1979. "The Determination of Long-Term Interest Rates: Implications for Monetary and Fiscal Policies," NBER Working Papers 0366, National Bureau of Economic Research, Inc.
    18. Raymond E. Lombra & Raymond Torto, 1975. "The strategy of monetary policy," Economic Review, Federal Reserve Bank of Richmond, vol. 61(Sep), pages 3-14.
    19. Hoover, Kevin D. & Young, Warren, 2013. "Rational Expectations: Retrospect And Prospect," Macroeconomic Dynamics, Cambridge University Press, vol. 17(5), pages 1169-1192, July.
    20. Dunn, Daniel L. & Lindsay, Bruce E., 1980. "An Econometric Analysis Of The New Hampshire Housing Market," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 9(2), pages 1-6, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:2789. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.